Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47525.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46130.85 Kr¶

PnL: ---------------------------------------> -757.72 Kr¶

DD now: ---------------------------------> -2.271 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 14:58:51.399583'

Anic Portfolio¶

Today¶

Return: -0.725 %¶

This Week¶

Return: -1.313 %¶

Total¶

Return: 55.587 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.050000 3140.800000 169.800000 5.720000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.090000 425.800000 70.800000 19.940000 355.000000
Corem Property Group B 59 -4.040000 631.300000 54.300000 9.410000 576.999999
HMS Networks 2 -1.010000 708.400000 35.400000 5.260000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 -0.630000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 0.510000 547.200000 15.200000 2.860000 532.000000
OEM International B 7 -1.400000 541.100000 13.100000 2.480000 527.999997
Samhällsbyggnadsbo. i Norden D 12 1.310000 258.960000 12.960000 5.270000 246.000000
Midsona B 63 -2.080000 592.200000 9.200000 1.580000 582.999984
Resurs Holding 22 -0.110000 583.000000 9.000000 1.570000 573.999998
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.750000 532.000000 5.000000 0.950000 527.000000
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
Karnov Group 9 1.610000 539.550000 3.550000 0.660000 536.000004
Nordea Bank Abp 29 -1.000000 3456.220000 2.220000 0.060000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -3.070000 563.850000 1.850000 0.330000 562.000005
Handelsbanken A 5 -1.710000 547.500000 1.500000 0.270000 546.000000
Essity B 2 -0.830000 575.200000 1.200000 0.210000 574.000000
AcadeMedia 12 0.480000 557.520000 0.520000 0.090000 557.000004
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Swedbank A 3 -1.710000 560.400000 -3.600000 -0.640000 564.000000
Securitas B 6 -1.160000 560.400000 -9.600000 -1.680000 570.000000
Boozt 12 0.220000 1634.400000 -19.600000 -1.190000 1653.999996
CTEK 13 -1.190000 507.000000 -27.000000 -5.060000 533.999999
Vivesto 1368 0.940000 558.690000 -54.310000 -8.860000 612.999432
International Petroleum Corp. 5 1.170000 518.500000 -76.070000 -12.790000 594.565215
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
SAAB B 8 -1.090000 3264.000000 -113.000000 -3.350000 3377.000000
OX2 18 -1.220000 1525.500000 -138.500000 -8.320000 1663.999992
Axfood 13 -0.290000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 0.000000 3026.400000 -335.600000 -9.980000 3361.999992
TOTAL 46130.850000 -757.720000 -2.2706% 46888.564618

Updated:¶

'2023-01-13 14:59:03.504210'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶